MRG, FIX: Fix for NumPy deprecation

[larsoner]

Fixes for a NumPy dtype promotion deprecation that happens due to union1d. It's easy enough to work around using sets. Despite code comments about ordering based on time, union1d always returns a sorted output:

>>> np.union1d(('a', 'c', 'b', 'b'), ('d',))
array(['a', 'b', 'c', 'd'], dtype='<U1')

So this PR maintains this behavior (and removes the errant comment) by using sorted and set directly.